+41.2%
LVS vs IBB
+807.5%
-766.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +2.5% |
| 7D | +6.7% | +0.8% | +5.9% | +5.7% |
| 30D | +13.8% | +5.2% | +8.6% | +8.3% |
| 3M | -9.5% | +8.6% | -18.1% | -16.7% |
| 6M | -22.0% | +27.8% | -49.8% | -38.4% |
| YTD | -35.7% | +28.8% | -64.5% | -49.9% |
| 1Y | -36.7% | +36.4% | -73.1% | -53.3% |
| 3Y | -8.8% | +89.3% | -98.2% | -51.1% |
| 5Y | +9.5% | +43.3% | -33.7% | -25.4% |
| 10Y | -10.9% | +130.6% | -141.6% | -65.8% |
| All | +41.2% | +807.5% | -766.3% | -93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IBB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling